+31.0%
SWKS vs CMI
+506.5%
-475.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +11.8% | +1.9% | +9.9% | +10.6% |
| 30D | +6.7% | -12.5% | +19.3% | +15.5% |
| 3M | 0.0% | -16.2% | +16.2% | +10.2% |
| 6M | +38.7% | +4.9% | +33.9% | +31.4% |
| YTD | +21.4% | +11.1% | +10.2% | +8.9% |
| 1Y | +2.9% | +43.4% | -40.5% | -22.6% |
| 3Y | -16.4% | +154.1% | -170.5% | -57.4% |
| 5Y | -51.2% | +169.5% | -220.6% | -76.4% |
| 10Y | +31.0% | +503.8% | -472.8% | -66.4% |
| All | +31.0% | +506.5% | -475.5% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling